CME Euro FX (E) Future June 2016
Trading Metrics calculated at close of trading on 26-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2015 |
26-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
1.1097 |
1.1088 |
-0.0009 |
-0.1% |
1.1408 |
High |
1.1187 |
1.1122 |
-0.0065 |
-0.6% |
1.1430 |
Low |
1.1059 |
1.1088 |
0.0029 |
0.3% |
1.1059 |
Close |
1.1059 |
1.1101 |
0.0042 |
0.4% |
1.1059 |
Range |
0.0128 |
0.0034 |
-0.0094 |
-73.4% |
0.0371 |
ATR |
0.0095 |
0.0093 |
-0.0002 |
-2.4% |
0.0000 |
Volume |
31 |
24 |
-7 |
-22.6% |
60 |
|
Daily Pivots for day following 26-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1206 |
1.1187 |
1.1120 |
|
R3 |
1.1172 |
1.1153 |
1.1110 |
|
R2 |
1.1138 |
1.1138 |
1.1107 |
|
R1 |
1.1119 |
1.1119 |
1.1104 |
1.1129 |
PP |
1.1104 |
1.1104 |
1.1104 |
1.1108 |
S1 |
1.1085 |
1.1085 |
1.1098 |
1.1095 |
S2 |
1.1070 |
1.1070 |
1.1095 |
|
S3 |
1.1036 |
1.1051 |
1.1092 |
|
S4 |
1.1002 |
1.1017 |
1.1082 |
|
|
Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2296 |
1.2048 |
1.1263 |
|
R3 |
1.1925 |
1.1677 |
1.1161 |
|
R2 |
1.1554 |
1.1554 |
1.1127 |
|
R1 |
1.1306 |
1.1306 |
1.1093 |
1.1245 |
PP |
1.1183 |
1.1183 |
1.1183 |
1.1152 |
S1 |
1.0935 |
1.0935 |
1.1025 |
1.0874 |
S2 |
1.0812 |
1.0812 |
1.0991 |
|
S3 |
1.0441 |
1.0564 |
1.0957 |
|
S4 |
1.0070 |
1.0193 |
1.0855 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1267 |
2.618 |
1.1211 |
1.618 |
1.1177 |
1.000 |
1.1156 |
0.618 |
1.1143 |
HIGH |
1.1122 |
0.618 |
1.1109 |
0.500 |
1.1105 |
0.382 |
1.1101 |
LOW |
1.1088 |
0.618 |
1.1067 |
1.000 |
1.1054 |
1.618 |
1.1033 |
2.618 |
1.0999 |
4.250 |
1.0944 |
|
|
Fisher Pivots for day following 26-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
1.1105 |
1.1230 |
PP |
1.1104 |
1.1187 |
S1 |
1.1102 |
1.1144 |
|